Style	Pure trend-following strategy
Inception Date	July 2018
Universe	80+ major-market futures markets, spanning equity indices, fixed income, commodities and currencies

Style	Pure trend-following strategy
Universe	80+ major-market futures markets, spanning equity indices, fixed income, commodities and currencies

July 2018

Captures up and down trends in markets

A pure implementation of Winton's systematic trend-following strategy.

Scalable implementation

Draws on Winton's experience of running trend-following models on a large scale.

Benefits from Winton's ongoing R&D and deep trend-following expertise.

The global lockdown poses a challenge for managers who seek to predict prices using fundamental models.

We find evidence that hypothetical performance data can be significantly over-optimistic compared to subsequent realised performance.

We consider if trend-following performance is dependent on trading speed.